+104.2%
REPL vs UTHR
+166.1%
-61.9%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.3% |
| 7D | +1.2% | +5.2% | -3.9% | +0.3% |
| 30D | +92.2% | +9.5% | +82.7% | +89.0% |
| 3M | +44.1% | +17.9% | +26.2% | +39.7% |
| 6M | +313.0% | +2.0% | +311.0% | +311.5% |
| YTD | +125.2% | +21.3% | +103.9% | +114.0% |
| 1Y | +143.8% | +27.9% | +115.9% | +128.7% |
| 3Y | +104.2% | +162.3% | -58.1% | +33.5% |
| All | +104.2% | +166.1% | -61.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UTHR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling